Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,91% | 86,90 % | 87,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 944 CHF | 440 944 CHF | 98,58% | 98,58% |
19/11/2024 | 0,91% | 87,60 % | 88,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 933 CHF | 439 933 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 88,50 % | 89,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 640 CHF | 446 640 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 88,40 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 355 CHF | 447 355 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 88,30 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 608 CHF | 443 608 CHF | 100,00% | 100,00% |
13/11/2024 | 0,90% | 88,00 % | 88,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 409 CHF | 444 409 CHF | 99,85% | 99,85% |
12/11/2024 | 0,90% | 88,30 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 110 CHF | 448 110 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 91,40 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 563 CHF | 461 563 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 90,70 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 330 CHF | 459 330 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 92,30 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 549 CHF | 465 549 CHF | 99,04% | 99,04% |